Select the correct statistical value that fills in the blanks of the following statement:

When we do not have information on the population standard deviation, we are unable to calculate the exact ________________. Instead, we must use the sample standard deviation to calculate anestimate of the ________________. When we estimate this value, the shape of the sampling distribution of sample means changes: the distribution becomes wider because individual sample means are more disperse (i.e., spread out from one another).

(NOTE: The correct answer fills in both blanks in the question)

standard error

z-score

standard deviation

alpha level